CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 19.41 17.62 -1.79 -9.2% 15.76
High 21.41 18.59 -2.82 -13.2% 23.76
Low 17.58 16.89 -0.69 -3.9% 15.71
Close 17.69 17.07 -0.62 -3.5% 22.38
Range 3.83 1.70 -2.13 -55.6% 8.05
ATR 3.37 3.25 -0.12 -3.5% 0.00
Volume
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 22.62 21.54 18.01
R3 20.92 19.84 17.54
R2 19.22 19.22 17.38
R1 18.14 18.14 17.23 17.83
PP 17.52 17.52 17.52 17.36
S1 16.44 16.44 16.91 16.13
S2 15.82 15.82 16.76
S3 14.12 14.74 16.60
S4 12.42 13.04 16.14
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 44.77 41.62 26.81
R3 36.72 33.57 24.59
R2 28.67 28.67 23.86
R1 25.52 25.52 23.12 27.10
PP 20.62 20.62 20.62 21.40
S1 17.47 17.47 21.64 19.05
S2 12.57 12.57 20.90
S3 4.52 9.42 20.17
S4 -3.53 1.37 17.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.76 16.89 6.87 40.2% 2.88 16.9% 3% False True
10 23.76 14.78 8.98 52.6% 2.96 17.3% 26% False False
20 23.76 14.46 9.30 54.5% 2.26 13.2% 28% False False
40 65.73 10.62 55.11 322.8% 4.04 23.7% 12% False False
60 65.73 10.62 55.11 322.8% 2.95 17.3% 12% False False
80 65.73 10.62 55.11 322.8% 2.46 14.4% 12% False False
100 65.73 10.62 55.11 322.8% 2.17 12.7% 12% False False
120 65.73 10.62 55.11 322.8% 2.08 12.2% 12% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 25.82
2.618 23.04
1.618 21.34
1.000 20.29
0.618 19.64
HIGH 18.59
0.618 17.94
0.500 17.74
0.382 17.54
LOW 16.89
0.618 15.84
1.000 15.19
1.618 14.14
2.618 12.44
4.250 9.67
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 17.74 19.15
PP 17.52 18.46
S1 17.29 17.76

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These figures are updated between 7pm and 10pm EST after a trading day.

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